+26.8%
KDP vs TEL
+79.6%
-52.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.6% |
| 7D | -0.8% | +4.5% | -5.3% | -1.0% |
| 30D | +9.7% | +2.9% | +6.8% | +9.5% |
| 3M | +17.6% | +1.1% | +16.5% | +17.4% |
| 6M | +25.8% | +5.0% | +20.8% | +25.2% |
| YTD | +33.9% | -3.9% | +37.7% | +33.6% |
| 1Y | +38.9% | -7.4% | +46.3% | +38.9% |
| 3Y | +26.8% | +81.0% | -54.2% | +15.1% |
| All | +26.8% | +79.6% | -52.8% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling